Tasks have a lifecycle with them so they cannot be deleted. If you added a task in error it would just need to be moved to the end of the lifecycle - the end status of the process. The Process Designer guide will have information around this area.
awpeterson brings up a very good point though about the limitations of Business Object Actions. It seems to me that the "Target Business Objects" have been picked at random and have nothing to do with the links you might actually want to make between objects.
What's worse, there doesn't seem to be a way to add Target Business Objects to the list of pre-selected ones. This is a nightmare.